Heterogeneity and uncertainty in a multistate framework

DOI10.1007/S10203-020-00306-7zbMATH Open1467.91152OpenAlexW3084540665MaRDI QIDQ2044809FDOQ2044809

Authors: D. Tabakova, Ermanno Pitacco 

Publication date: 10 August 2021

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-020-00306-7

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zbMATH Keywords

Markov chainuncertaintyfrailtydeath benefitsdisability benefits

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Heterogeneity in mortality: a survey with an actuarial focus
• Introduction to insurance mathematics. Technical and financial features of risk transfers
• A discussion of parameter and model uncertainty in insurance
• Title not available (Why is that?)
• Markov Chain Models in Life Insurance
• Title not available (Why is that?)
• Stochastic Mortality: The Impact on Target Capital
• Health insurance. Basic actuarial models
• Pricing and reserving in LTC insurance

Cited In (2)

• Measuring Process Risk in Income Protection Insurance
• Measuring mortality heterogeneity with multi-state models and interval-censored data

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